China Railway Construction Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1109 | 23.07 | |
| 0.8665 | 145.54 | |
| -0.0445 | -8.21 | |
| 0.0677 | 3.75 | |
| 0.0646 | 7.23 | |
| 0.9181 | 68.67 |
Estimation Period:
Mar 10, 2008 to Feb 6, 2026
Mar 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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